S&P GSCI Petroleum Spot Index EGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:22.80% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 18.61 | |
| 0.1527 | 27.80 | |
| 0.9849 | 1,325.62 | |
| -0.0338 | -8.02 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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